After that, I made a new USB Startup Disk wit usb-creator-gtk (The USB Startup Disk Creator), and before making it I chosen "Stored in reserved extra space" under "When Starting up from this disk, documents and settings will be:", moved the slider to the right and made the startup disk.

After that, the disk features a partition in which the data is saved each time I work on it.

That way, I can use this disk to perform live sessions and save data or the day by day work.

In the next screenshot, the area that I refer above is grey as disabled, because of the Disk to use features 0.00 free bytes.